Computers “cheat” – to make things appear a lot faster than it is, they will claim things have been written to a disk when as a matter of fact, it’s not entirely so yet. Some operations are “pushed out”, sometimes seconds, sometimes minutes using a temporary storage in memory called “cache”.
On some OSes you can specify not to use a cache, but it will write to USB sticks appear slower. This is trust about the internal hard-drives too – it’s why you should not kill power to the computer but do a proper shutdown. Modern computers will survive this but you can lose data – in the really olden days, if you killed the power to the PC all of a sudden there were relatively good chances it wouldn’t boot again, have unrecoverable errors on the drive etc.
When you tell the system “I’m done with this” it flushes the cache and other tricks used to make the device appear faster than it is. Depending on the size of your system, speed of the USB and total amount of data you’ve pushed to the USB, it may take a little while for all the cache to be flushed – so you need to wait until the system says it’s ready. Old USB sticks are REALLY slow – and hence this delay can be long on those.
With all this said – if you’re not writing to the disk, ie. you’re reading data someone sent you, it really doesn’t matter. But it’s good having the habit of properly “ejecting/removing” the device using the OS’s software settings regardless – you never know. Worst case is data loss and in rare cases total loss of the content of the USB (let’s get rid of vFat as a shared format – PLEASE!).
Another issue is if you have something running in the background that uses the USB without you knowing it. Removing it suddenly can cause system hangs and other funny stuff this way – or if you’re lucky just a big crwhateverash of you had going. Picking the “remove device” properly tells the software to stop using it, and you avoid this kind of crazy error situation.
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